The execution problem in finance with major and minor traders: a mean field game formulation
type: Item
instance of: scholarly article
title: The execution problem in finance with major and minor traders: a mean field game formulation
zbMATH Open document ID: 1417.91112
DOI: 10.1007/978-3-319-70619-1_5
author: Dena Firoozi
author: Peter E. Caines
publication date: 2018-11-19T00:00:00Z
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6981367
zbMATH Keywords: mean field game
zbMATH Keywords: financial models
zbMATH Keywords: high-frequency traders
MaRDI profile type: Publication
full work available at URL: 978-3-319-70619-1 5
OpenAlex ID: W2781726695
description: scientific article; zbMATH DE number 6981367